A novel test of independence

This function implements a novel test of independence of bivariate data. It is based on the formula of the exact distribution of the ith
nearest neighbour given the previous nearest neighbour (see `Pc_givena`

).

1 | ```
novelTest.extreme(xdata, ydata, maxi = length(xdata) - 1)
``` |

`xdata` |
first dimension of data |

`ydata` |
second dimension of data |

`maxi` |
up to which ith nearest neighbour to consider |

This function returns the aggregated test statistic

Sebastian Dümcke duemcke@mpipz.mpg.de

1 2 3 4 5 | ```
set.seed(10)
xylist = generate.benchmark.data(7,.3,50)
x = runif(50)
novelTest.extreme(x,xylist$y,maxi=20)
novelTest.extreme(xylist$x,xylist$y,maxi=20)
``` |

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.